Rapport Backtest

Stratégie · SmaPullbackManaged   |   Ticker · Portfolio   |   2020-01-02 → 2025-10-31
Capital Final 10,921.19 €
P&L +921.19 € (+9.21%)
Total Trades 0
Max Drawdown 6.23%
Sharpe
0.44
Sortino
0.27
Calmar
0.24

Equity Curve

Underwater Curve

Performance

CAGR1.53%
Ulcer Index0.04
Expectancy0.00

Trades Overview

Total0 Win Rate0.00%
Profit Factorinf Payoff Ratio0.00

Métriques Rolling

Heatmap Rendements Mensuels